Loading .jpg dynamically with Flash MX

I’ve read the following about loading .jpg files dynamically:

"First of all, be careful : Flash MX allows you to load dynamically images that are non-progressive JPEG. Save the images you want to load under this format, in RVB mode and everything will be just fine. "

I have tried various file saving techniques to save my .jpg file as a progressive RGB photo, and my photo does not show up upon publishing my flash movie.

Any hard and fast tips in saving .jpg files in a way that guarantee’s me that they will be in the proper type, and loadable by flash?

Thanks!